Over one million publishers left the Watchtower Society between 1996 and 2005; one third of the number baptised. http://www.jwfacts.com/index_files/statistics.htm
Research done on religious movements in the USA agrees with this figure. Due to highly active proselytising, Witnesses have one of the highest percentages of new members, but this is largely negated by also having the highest rate leaving.
“The shift is greatest among mainliners, smaller faiths and sects. Jehovah's Witnesses are most "mobile." Accounting for less than 1 percent of American adults, one-third of their members leave the group, and two-fifths join from another religion.” Leadership “Currents Shaping Our World: Switched after Birth” July 1, 2003 http://www.ctlibrary.com/le/2003/summer/19.7.html as displayed on 24th January 2007